Form NPORT-P EATON VANCE MUTUAL FUNDS For: Jul 31

  
    NPORT-P
    false
    
      
      
        
          0000745463
          XXXXXXXX
        
      
      
      
      
        S000005288
        C000014451
        C000014453
        C000014450
        C000077399
      
      
      
    
  
  
    
      EATON VANCE MUTUAL FUNDS TRUST
      811-04015
      0000745463
      549300C67AFHZKODE756
      TWO INTERNATIONAL PLACE
      BOSTON
      
      02110
      617-482-8260
      Government Opportunities Fund
      S000005288
      549300FGUNKHMTW51F25
      2021-10-31
      2021-07-31
      N
    
    
      654889866.01
      195875811.03
      459014054.98
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      140780029.60000000
      0.00000000
      0.00000000
      1148112.30000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        COOF 9670585001
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 8327375006
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PGW9
        
          
        
        5.54000000
        PA
        USD
        5.58000000
        0.000001215649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-11-17
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXYH5
        
          
        
        556896.41000000
        PA
        USD
        558180.17000000
        0.121604156549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379XUK4
        
          
        
        113838.44000000
        PA
        USD
        113861.42000000
        0.024805650015
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-07-20
          Fixed
          3.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QC5N2
        
          
        
        2581094.76000000
        PA
        USD
        2752802.35000000
        0.599720710103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9858485008
        N/A
        
        000000000
        
          
        
        578997.98000000
        PA
        USD
        18869.50000000
        0.004110876300
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382J4T0
        
          
        
        8012956.50000000
        PA
        USD
        312383.51000000
        0.068055325672
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        A7556 Z
        N/A
        
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        1496778.00000000
        0.326085439816
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-01
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179WG44
        
          
        
        29884554.60000000
        PA
        USD
        31443640.78000000
        6.850256640043
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWR77
        
          
        
        1231103.10000000
        PA
        USD
        1234205.36000000
        0.268881823249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PG58
        
          
        
        1318.74000000
        PA
        USD
        1352.54000000
        0.000294662001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-17
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9421775009
        N/A
        
        000000000
        
          
        
        469936.13000000
        PA
        USD
        17650.18000000
        0.003845237375
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382LAN1
        
          
        
        9628509.50000000
        PA
        USD
        875614.73000000
        0.190759895149
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133T82X4
        
          
        
        57172.55000000
        PA
        USD
        61529.82000000
        0.013404779076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        21H020683
        
          
        
        10000000.00000000
        PA
        USD
        10243813.50000000
        2.231699310481
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-19
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TGCG2
        
          
        
        36528.73000000
        PA
        USD
        41095.31000000
        0.008952952432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359HYE8
        
          
        
        262186.40000000
        PA
        USD
        278560.23000000
        0.060686644990
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412BLR1
        
          
        
        40780.11000000
        PA
        USD
        44554.69000000
        0.009706606914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378MQ65
        
          
        
        9559375.37000000
        PA
        USD
        29471.55000000
        0.006420620388
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-07-20
          Floating
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31358TLW7
        
          
        
        13464.86000000
        PA
        USD
        14009.73000000
        0.003052135299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BHPR4
        
          
        
        548599.96000000
        PA
        USD
        548617.21000000
        0.119520786792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9070915000
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ET6N1
        
          
        
        137345.78000000
        PA
        USD
        156543.11000000
        0.034104208422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1770437006
        N/A
        
        000000000
        
          
        
        3013190.99000000
        PA
        USD
        234588.80000000
        0.051107106079
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385HJ78
        
          
        
        747518.54000000
        PA
        USD
        793468.02000000
        0.172863556440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Floating
          3.71100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38381R4M8
        
          
        
        4565304.60000000
        PA
        USD
        696241.37000000
        0.151681928351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Floating
          5.96600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382LQG9
        
          
        
        134704.40000000
        PA
        USD
        134988.66000000
        0.029408393607
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133T66M8
        
          
        
        149275.50000000
        PA
        USD
        162947.90000000
        0.035499544781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9414655010
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWLP3
        
          
        
        1276693.66000000
        PA
        USD
        1279619.84000000
        0.278775742510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382VLF4
        
          
        
        4227641.43000000
        PA
        USD
        4247894.58000000
        0.925438891012
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXCL0
        
          
        
        4571894.30000000
        PA
        USD
        446321.12000000
        0.097234739363
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BFLT8
        
          
        
        4421225.16000000
        PA
        USD
        379610.81000000
        0.082701347786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565RAH6
        
          
        
        9176525.81000000
        PA
        USD
        9250471.17000000
        2.015291486096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Floating
          3.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWJW1
        
          
        
        10334039.98000000
        PA
        USD
        1035005.77000000
        0.225484548625
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1396967000
        N/A
        
        000000000
        
          
        
        167467.51000000
        PA
        USD
        1270.31000000
        0.000276747517
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWX54
        
          
        
        1479508.66000000
        PA
        USD
        1460081.08000000
        0.318090712944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Warehouse Securitization Trust
        N/A
        
        74387PAF9
        
          
        
        2000000.00000000
        PA
        USD
        1985797.60000000
        0.432622395426
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          4.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382NPV3
        
          
        
        791741.72000000
        PA
        USD
        789329.96000000
        0.171962045919
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378E3P1
        
          
        
        2552.34000000
        PA
        USD
        2831.03000000
        0.000616763249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38380YYS8
        
          
        
        5801633.44000000
        PA
        USD
        820921.27000000
        0.178844473517
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Floating
          6.16600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6CY1
        
          
        
        2123133.59000000
        PA
        USD
        2103486.32000000
        0.458261854332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385WZU6
        
          
        
        306437.94000000
        PA
        USD
        320479.25000000
        0.069819049443
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Floating
          2.29300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617L7YU7
        
          
        
        845173.25000000
        PA
        USD
        899859.34000000
        0.196041783522
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38380TSV9
        
          
        
        745896.09000000
        PA
        USD
        757108.55000000
        0.164942345835
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Floating
          4.35200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31325W4K5
        
          
        
        3327191.26000000
        PA
        USD
        478911.58000000
        0.104334840034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179UKN1
        
          
        
        556896.72000000
        PA
        USD
        577942.60000000
        0.125909565018
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1397377002
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9392155000
        N/A
        
        000000000
        
          
        
        188996.97000000
        PA
        USD
        958.22000000
        0.000208756134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-15
          Fixed
          0.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389AZU0
        
          
        
        533362.29000000
        PA
        USD
        550063.65000000
        0.119835905683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Floating
          3.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385HJG8
        
          
        
        954135.39000000
        PA
        USD
        992938.79000000
        0.216319909864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Floating
          4.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31375FUL0
        
          
        
        35939.77000000
        PA
        USD
        36033.60000000
        0.007850217135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-01
          Floating
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382U6S5
        
          
        
        4000000.00000000
        PA
        USD
        3980248.00000000
        0.867129874742
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QDXS8
        
          
        
        2270345.34000000
        PA
        USD
        2382936.08000000
        0.519142290774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        21H022697
        
          
        
        10000000.00000000
        PA
        USD
        10379354.50000000
        2.261228035915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9487625002
        N/A
        
        000000000
        
          
        
        205341.22000000
        PA
        USD
        8344.13000000
        0.001817837582
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36225CA22
        
          
        
        61675.67000000
        PA
        USD
        63235.46000000
        0.013776366826
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-12-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1426637008
        N/A
        
        000000000
        
          
        
        3521673.00000000
        PA
        USD
        420270.71000000
        0.091559442557
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PG41
        
          
        
        14813.25000000
        PA
        USD
        15543.87000000
        0.003386360358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-17
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382EF93
        
          
        
        827466.60000000
        PA
        USD
        830339.56000000
        0.180896325720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382JDJ2
        
          
        
        538145.17000000
        PA
        USD
        539617.97000000
        0.117560228090
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QWS5
        
          
        
        270417.43000000
        PA
        USD
        271430.14000000
        0.059133296040
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382NCF2
        
          
        
        138528.88000000
        PA
        USD
        138712.17000000
        0.030219590989
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9743065000
        N/A
        
        000000000
        
          
        
        194379.95000000
        PA
        USD
        5986.61000000
        0.001304232394
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-10-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AJDD5
        
          
        
        583154.20000000
        PA
        USD
        507170.61000000
        0.110491302934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KHGY6
        
          
        
        2058121.36000000
        PA
        USD
        2202756.04000000
        0.479888582081
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBUU4
        
          
        
        82771.59000000
        PA
        USD
        82776.72000000
        0.018033591586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FRWB3
        
          
        
        3687633.00000000
        PA
        USD
        523692.93000000
        0.114090826700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-25
          Floating
          5.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EV CASH RESERVES FUND LLC
        N/A
        
        000000000
        
          
        
        13354805.27400000
        NS
        USD
        13354805.27000000
        2.909454541774
        Long
        STIV
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379DKM5
        
          
        
        6019069.76000000
        PA
        USD
        38233.13000000
        0.008329402898
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-20
          Floating
          0.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379CZJ8
        
          
        
        14952945.16000000
        PA
        USD
        67666.56000000
        0.014741718530
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-20
          Floating
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410F4R3
        
          
        
        184015.46000000
        PA
        USD
        191886.05000000
        0.041803959577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Floating
          2.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AAWG6
        
          
        
        1889371.76000000
        PA
        USD
        1842611.70000000
        0.401428165436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283HTA3
        
          
        
        2396.79000000
        PA
        USD
        2598.59000000
        0.000566124276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B55L3
        
          
        
        744947.70000000
        PA
        USD
        756445.89000000
        0.164797979886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BHPX1
        
          
        
        915802.95000000
        PA
        USD
        922836.91000000
        0.201047636774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BB2A9
        
          
        
        4578750.60000000
        PA
        USD
        455332.48000000
        0.099197938507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382FP57
        
          
        
        2689770.04000000
        PA
        USD
        2723714.27000000
        0.593383631819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1523147005
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-15
          Fixed
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31373HXY7
        
          
        
        586799.10000000
        PA
        USD
        614135.22000000
        0.133794425973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Floating
          3.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565XAH3
        
          
        
        3192889.75000000
        PA
        USD
        3232240.20000000
        0.704170202400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Floating
          3.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382TZB3
        
          
        
        3402162.10000000
        PA
        USD
        3414276.35000000
        0.743828279974
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QDLK8
        
          
        
        2062744.98000000
        PA
        USD
        2165040.42000000
        0.471671923007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXQB7
        
          
        
        360644.12000000
        PA
        USD
        361297.16000000
        0.078711567996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B04K9
        
          
        
        615429.00000000
        PA
        USD
        621419.34000000
        0.135381331629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1173427005
        N/A
        
        000000000
        
          
        
        3033723.58000000
        PA
        USD
        360827.05000000
        0.078609150653
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H02K3
        
          
        
        1102024.20000000
        PA
        USD
        1102441.92000000
        0.240176070436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PDS1
        
          
        
        1146.04000000
        PA
        USD
        1191.71000000
        0.000259623858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-25
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TGU49
        
          
        
        112646.52000000
        PA
        USD
        125125.34000000
        0.027259587945
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382E7X9
        
          
        
        4188209.87000000
        PA
        USD
        311373.72000000
        0.067835334587
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382LXQ9
        
          
        
        19301750.00000000
        PA
        USD
        1648909.90000000
        0.359228629735
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FX4P0
        
          
        
        215018.91000000
        PA
        USD
        215191.62000000
        0.046881270337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392BQR0
        
          
        
        287168.35000000
        PA
        USD
        333300.67000000
        0.072612301602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXMN5
        
          
        
        9450655.80000000
        PA
        USD
        943972.14000000
        0.205652121053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F8JL8
        
          
        
        360364.93000000
        PA
        USD
        361108.85000000
        0.078670543109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDC63
        
          
        
        11558116.85000000
        PA
        USD
        859042.01000000
        0.187149391326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PG25
        
          
        
        6120.63000000
        PA
        USD
        6268.99000000
        0.001365751207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGCM1
        
          
        
        964690.73000000
        PA
        USD
        986767.24000000
        0.214975386765
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379GNN3
        
          
        
        6668655.54000000
        PA
        USD
        56015.37000000
        0.012203410634
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-11-20
          Floating
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9354865000
        N/A
        
        000000000
        
          
        
        349788.81000000
        PA
        USD
        5436.13000000
        0.001184305783
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9799915005
        N/A
        
        000000000
        
          
        
        1062015.22000000
        PA
        USD
        43522.38000000
        0.009481709661
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BFCZ4
        
          
        
        1314959.37000000
        PA
        USD
        1318540.20000000
        0.287254864136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382UNF4
        
          
        
        754974.79000000
        PA
        USD
        757231.33000000
        0.164969094472
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382RBY3
        
          
        
        3118445.58000000
        PA
        USD
        3128352.88000000
        0.681537492383
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWT75
        
          
        
        1817687.51000000
        PA
        USD
        177138.65000000
        0.038591116781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382USB8
        
          
        
        989535.39000000
        PA
        USD
        992980.26000000
        0.216328944446
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FQFS7
        
          
        
        614844.58000000
        PA
        USD
        559694.34000000
        0.121934030979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-25
          Fixed
          2.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PG82
        
          
        
        1063.63000000
        PA
        USD
        1098.62000000
        0.000239343433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-17
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWMH0
        
          
        
        1466254.60000000
        PA
        USD
        1450524.84000000
        0.316008807195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F0206A2
        
          
        
        10000000.00000000
        PA
        USD
        10157206.50000000
        2.212831260786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31375FUQ9
        
          
        
        15916.25000000
        PA
        USD
        15963.17000000
        0.003477708324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-01
          Floating
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ABV59
        
          
        
        795000.00000000
        PA
        USD
        771582.96000000
        0.168095715507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FERK8
        
          
        
        644458.05000000
        PA
        USD
        10537.21000000
        0.002295618159
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGNY3
        
          
        
        2500000.00000000
        PA
        USD
        2493270.00000000
        0.543179445803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1132577008
        N/A
        
        000000000
        
          
        
        318053.83000000
        PA
        USD
        27690.52000000
        0.006032608304
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9528795004
        N/A
        
        000000000
        
          
        
        103254.06000000
        PA
        USD
        1736.87000000
        0.000378391463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-07-15
          Fixed
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B1WD0
        
          
        
        767833.71000000
        PA
        USD
        754235.30000000
        0.164316384611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-15
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F64M6
        
          
        
        580153.97000000
        PA
        USD
        578883.55000000
        0.126114558741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVR46
        
          
        
        3632283.08000000
        PA
        USD
        358230.83000000
        0.078043542700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382K4V2
        
          
        
        10836375.53000000
        PA
        USD
        890631.95000000
        0.194031520459
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization Trust
        N/A
        
        58551VAF9
        
          
        
        5500000.00000000
        PA
        USD
        5548595.25000000
        1.208807266313
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-25
          Floating
          3.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F1VQ8
        
          
        
        118703.25000000
        PA
        USD
        221.04000000
        0.000048155388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382VGE3
        
          
        
        751562.49000000
        PA
        USD
        751036.62000000
        0.163619525775
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BD5T1
        
          
        
        462054.73000000
        PA
        USD
        462164.21000000
        0.100686287268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1GJ9
        
          
        
        1962226.46000000
        PA
        USD
        1969853.83000000
        0.429148913552
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BHW39
        
          
        
        975255.57000000
        PA
        USD
        978683.45000000
        0.213214266400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BWXW9
        
          
        
        666056.58000000
        PA
        USD
        8521.99000000
        0.001856585851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179WJR0
        
          
        
        20000000.00000000
        PA
        USD
        20824952.00000000
        4.536887656066
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382VLN7
        
          
        
        1666608.56000000
        PA
        USD
        1676676.54000000
        0.365277821410
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PHZ1
        
          
        
        34882.42000000
        PA
        USD
        36062.27000000
        0.007856463131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-17
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F4ZS4
        
          
        
        2317183.44000000
        PA
        USD
        241630.79000000
        0.052641261717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31373HX27
        
          
        
        403393.75000000
        PA
        USD
        413665.95000000
        0.090120541084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Floating
          3.66700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHR5136ZJ ZJ
        N/A
        
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        2986401.00000000
        0.650612103834
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-01
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31300LP90
        
          
        
        694865.90000000
        PA
        USD
        728127.22000000
        0.158628523919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Floating
          2.35300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -30.00000000
        NC
        USD
        -72674.85000000
        -0.01583281583
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year US Treasury Note
                TYU1 Comdty
              
            
            2021-09-21
            -3960918.90000000
            USD
            -72674.85000000
          
        
        
          N
          N
          N
        
      
      
        COOF 9927485002
        N/A
        
        000000000
        
          
        
        508042.36000000
        PA
        USD
        49663.95000000
        0.010819701371
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1VD5
        
          
        
        1000000.00000000
        PA
        USD
        1004191.00000000
        0.218771296674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AYDM2
        
          
        
        20999689.47000000
        PA
        USD
        64689.54000000
        0.014093150154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-25
          Floating
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1446937001
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        
        69354WAC0
        
          
        
        4000000.00000000
        PA
        USD
        4023032.00000000
        0.876450722227
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-02-25
          Floating
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1792857004
        N/A
        
        000000000
        
          
        
        1983530.03000000
        PA
        USD
        241977.78000000
        0.052716856352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-02-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PH32
        
          
        
        18235.55000000
        PA
        USD
        18924.65000000
        0.004122891182
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9688795003
        N/A
        
        000000000
        
          
        
        553432.14000000
        PA
        USD
        13360.48000000
        0.002910690828
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QEPX4
        
          
        
        3167339.28000000
        PA
        USD
        3326887.98000000
        0.724790002376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBZ62
        
          
        
        3438016.35000000
        PA
        USD
        326511.34000000
        0.071133190031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371KSG7
        
          
        
        35135.99000000
        PA
        USD
        35803.96000000
        0.007800188166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1Q33
        
          
        
        2000000.00000000
        PA
        USD
        1998014.00000000
        0.435283838985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382VGS2
        
          
        
        1480111.02000000
        PA
        USD
        1481730.48000000
        0.322807213401
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382WGF8
        
          
        
        5000000.00000000
        PA
        USD
        437580.00000000
        0.095330414232
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Floating
          3.66100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9517875009
        N/A
        
        000000000
        
          
        
        53119.95000000
        PA
        USD
        1447.29000000
        0.000315304070
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-07-15
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31358PKY2
        
          
        
        13.25000000
        PA
        USD
        13.31000000
        0.000002899693
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-25
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1397317006
        N/A
        
        000000000
        
          
        
        3300682.56000000
        PA
        USD
        252317.85000000
        0.054969525935
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AUH77
        
          
        
        676645.53000000
        PA
        USD
        679269.29000000
        0.147984420657
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Floating
          2.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31358S2U4
        
          
        
        114888.00000000
        PA
        USD
        126934.98000000
        0.027653832954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AUH44
        
          
        
        759887.27000000
        PA
        USD
        762833.81000000
        0.166189640975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Floating
          2.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        21H020683
        
          
        
        -10000000.00000000
        PA
        USD
        -10243813.50000000
        -2.23169931048
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-19
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B5UZ6
        
          
        
        438481.84000000
        PA
        USD
        439778.19000000
        0.095809308065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-25
          Fixed
          3.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FYSZ0
        
          
        
        451788.82000000
        PA
        USD
        452087.84000000
        0.098491066906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWFL9
        
          
        
        1882840.58000000
        PA
        USD
        1889602.80000000
        0.411665564376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9278575004
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-04-15
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128DHAK0
        
          
        
        9559.37000000
        PA
        USD
        10316.73000000
        0.002247584771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133THHD2
        
          
        
        31117.07000000
        PA
        USD
        34710.37000000
        0.007561940560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382UZ79
        
          
        
        1500000.00000000
        PA
        USD
        1486852.50000000
        0.323923087728
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AEJ24
        
          
        
        1170972.36000000
        PA
        USD
        1157235.27000000
        0.252113253928
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-25
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283HSU0
        
          
        
        329.88000000
        PA
        USD
        362.42000000
        0.000078956187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382VAF6
        
          
        
        5223863.24000000
        PA
        USD
        5254046.46000000
        1.144637381578
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382NRE9
        
          
        
        1759346.26000000
        PA
        USD
        1768661.21000000
        0.385317440895
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36225AE63
        
          
        
        44.12000000
        PA
        USD
        44.55000000
        0.000009705585
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-08-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378AL25
        
          
        
        84458.82000000
        PA
        USD
        78474.30000000
        0.017096273882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-16
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PGK5
        
          
        
        243.84000000
        PA
        USD
        253.63000000
        0.000055255388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BCEL0
        
          
        
        5483406.90000000
        PA
        USD
        543373.27000000
        0.118378351186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        
        64830YAC1
        
          
        
        451462.40000000
        PA
        USD
        451921.54000000
        0.098454837078
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          2.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBA44
        
          
        
        918252.53000000
        PA
        USD
        919791.29000000
        0.200384123322
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1438187001
        N/A
        
        000000000
        
          
        
        2776628.58000000
        PA
        USD
        275942.66000000
        0.060116385763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TKDP2
        
          
        
        72043.33000000
        PA
        USD
        81302.59000000
        0.017712440200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGJX0
        
          
        
        4500000.00000000
        PA
        USD
        4465197.00000000
        0.972780016549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1RT5
        
          
        
        3000000.00000000
        PA
        USD
        2978865.00000000
        0.648970324041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -96.00000000
        NC
        USD
        -754883.52000000
        -0.16445760468
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US Treasury Long Bond
                USU1 Comdty
              
            
            2021-09-21
            -15058116.48000000
            USD
            -754883.52000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PEH4
        
          
        
        15.13000000
        PA
        USD
        15.47000000
        0.000003370267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-17
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B2RP7
        
          
        
        559702.61000000
        PA
        USD
        587460.87000000
        0.127983198689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-15
          Floating
          5.28800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382T5C4
        
          
        
        500000.00000000
        PA
        USD
        501562.50000000
        0.109269529888
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382PY55
        
          
        
        569232.13000000
        PA
        USD
        569388.84000000
        0.124046057810
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVLR1
        
          
        
        609269.18000000
        PA
        USD
        611820.04000000
        0.133290044904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDZU5
        
          
        
        339035.96000000
        PA
        USD
        340326.45000000
        0.074142925757
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382T3S1
        
          
        
        1509592.30000000
        PA
        USD
        1514075.94000000
        0.329853938800
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382WCF2
        
          
        
        2200000.00000000
        PA
        USD
        2194816.80000000
        0.478158953127
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QR28
        
          
        
        1402972.26000000
        PA
        USD
        1409546.52000000
        0.307081341999
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1103187010
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617LC6W3
        
          
        
        1985402.05000000
        PA
        USD
        2110142.88000000
        0.459712040863
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9368195001
        N/A
        
        000000000
        
          
        
        1296726.78000000
        PA
        USD
        9715.91000000
        0.002116691176
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-15
          Fixed
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133T6J36
        
          
        
        26819.36000000
        PA
        USD
        28357.04000000
        0.006177815187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKNM6
        
          
        
        3846419.01000000
        PA
        USD
        4014751.77000000
        0.874646805787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382R6V5
        
          
        
        1299669.50000000
        PA
        USD
        1305083.47000000
        0.284323204451
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PG66
        
          
        
        87485.92000000
        PA
        USD
        90242.90000000
        0.019660160515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382MS34
        
          
        
        411445.98000000
        PA
        USD
        414122.66000000
        0.090220039126
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378A5Z5
        
          
        
        133863.29000000
        PA
        USD
        135152.24000000
        0.029444030859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-01
          Floating
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKXF0
        
          
        
        2523350.67000000
        PA
        USD
        2633781.33000000
        0.573790998647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FDQ62
        
          
        
        1587983.85000000
        PA
        USD
        183654.30000000
        0.040010604905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JPLD5
        
          
        
        2632984.45000000
        PA
        USD
        2837147.12000000
        0.618095914323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128LXEL0
        
          
        
        74524.84000000
        PA
        USD
        83079.75000000
        0.018099609172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385HJT0
        
          
        
        3463101.76000000
        PA
        USD
        3660816.99000000
        0.797539193033
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Floating
          3.53800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402DRD4
        
          
        
        262097.50000000
        PA
        USD
        265495.08000000
        0.057840294239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Floating
          1.63600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BA3H5
        
          
        
        337982.94000000
        PA
        USD
        348584.20000000
        0.075941944743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-25
          Floating
          3.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FDT77
        
          
        
        766116.71000000
        PA
        USD
        749745.52000000
        0.163338248985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-15
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QTS9
        
          
        
        346651.62000000
        PA
        USD
        346728.11000000
        0.075537580219
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWTG5
        
          
        
        1590943.23000000
        PA
        USD
        1584029.15000000
        0.345093822904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BBB74
        
          
        
        346865.01000000
        PA
        USD
        346838.04000000
        0.075561529377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382GB35
        
          
        
        2786815.09000000
        PA
        USD
        248273.73000000
        0.054088481018
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F9NV9
        
          
        
        1868724.14000000
        PA
        USD
        1843253.43000000
        0.401567971612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Floating
          3.27400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6JZ1
        
          
        
        238480.82000000
        PA
        USD
        238924.02000000
        0.052051569534
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38381TP41
        
          
        
        7717198.95000000
        PA
        USD
        1208781.91000000
        0.263343114853
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Floating
          5.96600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FENW8
        
          
        
        1265772.96000000
        PA
        USD
        1164867.31000000
        0.253775956827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AEJM0
        
          
        
        469792.04000000
        PA
        USD
        491268.28000000
        0.107026849106
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-25
          Floating
          5.86600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1T30
        
          
        
        1900000.00000000
        PA
        USD
        1894902.30000000
        0.412820104186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31386YTU8
        
          
        
        13973.62000000
        PA
        USD
        14829.16000000
        0.003230654887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378RTG4
        
          
        
        4008.34000000
        PA
        USD
        4459.73000000
        0.000971588985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31358UJN7
        
          
        
        43219.80000000
        PA
        USD
        45136.10000000
        0.009833271881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31375GUS3
        
          
        
        112260.70000000
        PA
        USD
        117398.51000000
        0.025576234262
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283HFX8
        
          
        
        113.72000000
        PA
        USD
        124.94000000
        0.000027219210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385XEA1
        
          
        
        4922.77000000
        PA
        USD
        5375.07000000
        0.001171003358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FF3C9
        
          
        
        333866.96000000
        PA
        USD
        334091.00000000
        0.072784481515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PGY5
        
          
        
        39449.85000000
        PA
        USD
        40997.42000000
        0.008931626287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BTTD3
        
          
        
        45975.34000000
        PA
        USD
        52473.43000000
        0.011431769774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-15
          Floating
          4.81200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        
        69354WAD8
        
          
        
        430000.00000000
        PA
        USD
        429899.21000000
        0.093657090743
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-25
          Floating
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FTP92
        
          
        
        17540.45000000
        PA
        USD
        17534.98000000
        0.003820140104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PLC7
        
          
        
        143241.27000000
        PA
        USD
        149671.03000000
        0.032607069081
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-17
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9509215010
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-07-15
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387UDJ7
        
          
        
        83639.81000000
        PA
        USD
        91699.43000000
        0.019977477596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1R32
        
          
        
        3500000.00000000
        PA
        USD
        3483445.00000000
        0.758897241207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392BWG7
        
          
        
        25526.45000000
        PA
        USD
        26663.61000000
        0.005808887486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9598975005
        N/A
        
        000000000
        
          
        
        86143.43000000
        PA
        USD
        3488.79000000
        0.000760061693
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 7768185009
        N/A
        
        000000000
        
          
        
        1456745.49000000
        PA
        USD
        112863.50000000
        0.024588244907
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B4AK2
        
          
        
        434834.73000000
        PA
        USD
        371163.88000000
        0.080861114376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F3E59
        
          
        
        1135352.32000000
        PA
        USD
        132534.67000000
        0.028873771633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PHH1
        
          
        
        28886.33000000
        PA
        USD
        29680.18000000
        0.006466072155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-17
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31381DZY4
        
          
        
        1942.45000000
        PA
        USD
        2145.73000000
        0.000467464988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9695815005
        N/A
        
        000000000
        
          
        
        1534850.92000000
        PA
        USD
        50020.65000000
        0.010897411409
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382VNE5
        
          
        
        864412.00000000
        PA
        USD
        859472.75000000
        0.187243231590
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F7ZW8
        
          
        
        5475735.60000000
        PA
        USD
        557432.62000000
        0.121441296612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Floating
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1397437007
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1363297004
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGCS8
        
          
        
        1571628.41000000
        PA
        USD
        1576482.15000000
        0.343449646671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F8JG9
        
          
        
        919062.96000000
        PA
        USD
        920877.51000000
        0.200620765314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BT4P3
        
          
        
        60933.85000000
        PA
        USD
        61033.72000000
        0.013296699597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-15
          Floating
          5.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AQPD4
        
          
        
        116230.20000000
        PA
        USD
        116863.22000000
        0.025459616918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6JC2
        
          
        
        2682491.36000000
        PA
        USD
        2692232.56000000
        0.586525081485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359G5C6
        
          
        
        61701.28000000
        PA
        USD
        65384.47000000
        0.014244546390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QDKD5
        
          
        
        1605796.53000000
        PA
        USD
        1685431.03000000
        0.367185059305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AAZX6
        
          
        
        480627.95000000
        PA
        USD
        510276.11000000
        0.111167861738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-25
          Floating
          3.70800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F3NP5
        
          
        
        1683202.04000000
        PA
        USD
        194666.52000000
        0.042409707913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FFM20
        
          
        
        2631320.57000000
        PA
        USD
        2642513.81000000
        0.575693441481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9785105008
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BSLH4
        
          
        
        564501.77000000
        PA
        USD
        565362.01000000
        0.123168779662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-15
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283GHD2
        
          
        
        7.80000000
        PA
        USD
        7.96000000
        0.000001734151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9375765004
        N/A
        
        000000000
        
          
        
        170239.32000000
        PA
        USD
        6393.97000000
        0.001392979132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9649935005
        N/A
        
        000000000
        
          
        
        3193978.89000000
        PA
        USD
        242431.22000000
        0.052815641998
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BA2V5
        
          
        
        8367329.92000000
        PA
        USD
        714441.12000000
        0.155646894087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382RR42
        
          
        
        441044.92000000
        PA
        USD
        441803.83000000
        0.096250610456
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K3W73
        
          
        
        746948.80000000
        PA
        USD
        796639.64000000
        0.173554520032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9681975006
        N/A
        
        000000000
        
          
        
        3474985.76000000
        PA
        USD
        301209.85000000
        0.065621051628
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-10-15
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BA3A0
        
          
        
        4881824.97000000
        PA
        USD
        451507.79000000
        0.098364698226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PEE1
        
          
        
        3424.37000000
        PA
        USD
        3718.57000000
        0.000810121162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-17
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1736877005
        N/A
        
        000000000
        
          
        
        598750.19000000
        PA
        USD
        14554.95000000
        0.003170915975
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-01-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BCE63
        
          
        
        446457.92000000
        PA
        USD
        448343.36000000
        0.097675301036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179WBY3
        
          
        
        5080552.24000000
        PA
        USD
        5288525.15000000
        1.152148848738
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F032682
        
          
        
        5000000.00000000
        PA
        USD
        5299417.25000000
        1.154521782613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382NCD7
        
          
        
        3396630.20000000
        PA
        USD
        3406572.82000000
        0.742150002389
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36241KMJ4
        
          
        
        54069.81000000
        PA
        USD
        56967.65000000
        0.012410872691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-08-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FFUD7
        
          
        
        1826343.44000000
        PA
        USD
        1834221.19000000
        0.399600223587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FY4G8
        
          
        
        523278.00000000
        PA
        USD
        517561.27000000
        0.112754993966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179WFG8
        
          
        
        59581953.07000000
        PA
        USD
        62030252.98000000
        13.51380253110
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36225CEQ5
        
          
        
        68426.41000000
        PA
        USD
        70351.38000000
        0.015326628724
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-12-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9376465010
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6QR1
        
          
        
        918113.16000000
        PA
        USD
        925768.53000000
        0.201686314385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359B6U6
        
          
        
        22938.64000000
        PA
        USD
        24222.12000000
        0.005276988740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1347477010
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVK35
        
          
        
        280181.61000000
        PA
        USD
        281475.35000000
        0.061321727939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C7575 Z
        N/A
        
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        1495831.50000000
        0.325879236980
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-01
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWU65
        
          
        
        1454834.14000000
        PA
        USD
        142139.19000000
        0.030966195578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402BGN8
        
          
        
        17499.62000000
        PA
        USD
        19410.43000000
        0.004228722364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PJL0
        
          
        
        5517.93000000
        PA
        USD
        5947.74000000
        0.001295764244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-20
          Fixed
          7.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUBMOC6529 UZ
        N/A
        
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        3990988.00000000
        0.869469672377
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-01
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359D6L2
        
          
        
        47716.66000000
        PA
        USD
        50012.92000000
        0.010895727365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QANN6
        
          
        
        1605132.34000000
        PA
        USD
        1729093.34000000
        0.376697253872
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1072867009
        N/A
        
        000000000
        
          
        
        486449.25000000
        PA
        USD
        7721.66000000
        0.001682227355
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FWTA8
        
          
        
        1590694.88000000
        PA
        USD
        1568229.26000000
        0.341651686475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382KXR9
        
          
        
        7226671.28000000
        PA
        USD
        679024.54000000
        0.147931099850
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGKB6
        
          
        
        1500000.00000000
        PA
        USD
        1494568.50000000
        0.325604082006
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H16E1
        
          
        
        1285690.23000000
        PA
        USD
        1278631.53000000
        0.278560431021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133THYV3
        
          
        
        267752.67000000
        PA
        USD
        293564.17000000
        0.063955377142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9330015009
        N/A
        
        000000000
        
          
        
        118281.84000000
        PA
        USD
        1984.83000000
        0.000432411595
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-06-15
          Fixed
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVW40
        
          
        
        3523779.64000000
        PA
        USD
        328464.54000000
        0.071558710770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FV2Y7
        
          
        
        529009.71000000
        PA
        USD
        527786.61000000
        0.114982668672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283HG58
        
          
        
        2462.26000000
        PA
        USD
        2694.08000000
        0.000586927561
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617M7BU1
        
          
        
        1233687.24000000
        PA
        USD
        1321546.37000000
        0.287909783080
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9663115002
        N/A
        
        000000000
        
          
        
        1378915.27000000
        PA
        USD
        133756.95000000
        0.029140055418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1104487008
        N/A
        
        000000000
        
          
        
        2061912.95000000
        PA
        USD
        200883.61000000
        0.043764152278
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QY79
        
          
        
        1716127.23000000
        PA
        USD
        1723200.68000000
        0.375413489261
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F9ZV6
        
          
        
        1262700.54000000
        PA
        USD
        1266855.90000000
        0.275995012844
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AUH51
        
          
        
        377761.02000000
        PA
        USD
        379225.83000000
        0.082617476716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Floating
          2.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1357127003
        N/A
        
        000000000
        
          
        
        3481630.67000000
        PA
        USD
        346662.07000000
        0.075523192860
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F022683
        
          
        
        15000000.00000000
        PA
        USD
        15628710.75000000
        3.404843616538
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-12
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H0ZK7
        
          
        
        1789187.56000000
        PA
        USD
        1801582.87000000
        0.392489696220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179WDR6
        
          
        
        9866130.90000000
        PA
        USD
        10270772.50000000
        2.237572551116
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9612175009
        N/A
        
        000000000
        
          
        
        301148.42000000
        PA
        USD
        9737.36000000
        0.002121364235
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PG33
        
          
        
        12334.88000000
        PA
        USD
        12973.76000000
        0.002826440685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F032682
        
          
        
        -5000000.00000000
        PA
        USD
        -5299417.25000000
        -1.15452178261
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KCDN9
        
          
        
        1226538.84000000
        PA
        USD
        1286406.94000000
        0.280254368258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PF91
        
          
        
        36599.13000000
        PA
        USD
        37357.00000000
        0.008138530747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F9BF7
        
          
        
        2894754.36000000
        PA
        USD
        2906715.34000000
        0.633251925178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31300MNK5
        
          
        
        672922.35000000
        PA
        USD
        708457.19000000
        0.154343245552
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Floating
          2.40100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359HC77
        
          
        
        74310.96000000
        PA
        USD
        79478.13000000
        0.017314966532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-25
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1450137000
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397T3D2
        
          
        
        1823601.57000000
        PA
        USD
        1678322.71000000
        0.365636453130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382DQJ1
        
          
        
        6957854.52000000
        PA
        USD
        763092.26000000
        0.166245946441
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B1TS3
        
          
        
        4170540.37000000
        PA
        USD
        367481.74000000
        0.080058929789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31358UPF7
        
          
        
        42624.07000000
        PA
        USD
        44398.42000000
        0.009672562205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1051897008
        N/A
        
        000000000
        
          
        
        170593.46000000
        PA
        USD
        4113.08000000
        0.000896068422
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6BM8
        
          
        
        5502132.01000000
        PA
        USD
        5487452.05000000
        1.195486715595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382JEU6
        
          
        
        1604566.92000000
        PA
        USD
        1591018.84000000
        0.346616584555
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402RH51
        
          
        
        311441.54000000
        PA
        USD
        316369.40000000
        0.068923684703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Floating
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6JE8
        
          
        
        1602018.81000000
        PA
        USD
        1595990.33000000
        0.347699664680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31368HFY4
        
          
        
        31418.82000000
        PA
        USD
        32869.11000000
        0.007160806873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KH3A2
        
          
        
        1390227.20000000
        PA
        USD
        1476983.49000000
        0.321773042453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31381D6H3
        
          
        
        30578.97000000
        PA
        USD
        32613.01000000
        0.007105013375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.42600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36225BC22
        
          
        
        3421.19000000
        PA
        USD
        3787.90000000
        0.000825225275
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-07-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AJWR3
        
          
        
        1748847.78000000
        PA
        USD
        1511864.74000000
        0.329372210632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38381RHB8
        
          
        
        4886964.00000000
        PA
        USD
        764502.48000000
        0.166553174506
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Floating
          5.96600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6VK0
        
          
        
        1448575.36000000
        PA
        USD
        1455059.18000000
        0.316996650584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382KWY5
        
          
        
        14325635.40000000
        PA
        USD
        1342854.98000000
        0.292552039622
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179WLQ9
        
          
        
        10000000.00000000
        PA
        USD
        10538891.00000000
        2.295984379053
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F022691
        
          
        
        26550388.00000000
        PA
        USD
        27603067.08000000
        6.013555964250
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382LAC5
        
          
        
        7667889.84000000
        PA
        USD
        627881.33000000
        0.136789129480
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31375ABV0
        
          
        
        10434.04000000
        PA
        USD
        10797.36000000
        0.002352293983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PHJ7
        
          
        
        36709.42000000
        PA
        USD
        37943.67000000
        0.008266341648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QU81
        
          
        
        6738804.25000000
        PA
        USD
        6766065.07000000
        1.474043114059
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KJC91
        
          
        
        1591901.43000000
        PA
        USD
        1670846.85000000
        0.364007775333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVJ29
        
          
        
        649452.22000000
        PA
        USD
        649947.85000000
        0.141596502971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AUH69
        
          
        
        905870.92000000
        PA
        USD
        909383.53000000
        0.198116706914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Floating
          2.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9675225008
        N/A
        
        000000000
        
          
        
        578790.94000000
        PA
        USD
        13972.67000000
        0.003044061472
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385JP51
        
          
        
        183457.20000000
        PA
        USD
        212050.79000000
        0.046197014601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382RLL0
        
          
        
        516431.83000000
        PA
        USD
        516500.18000000
        0.112523826753
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9196595006
        N/A
        
        000000000
        
          
        
        1148230.25000000
        PA
        USD
        17789.26000000
        0.003875537101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382R4S4
        
          
        
        1004029.96000000
        PA
        USD
        1007961.79000000
        0.219592794395
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1552247010
        N/A
        
        000000000
        
          
        
        369463.40000000
        PA
        USD
        28764.18000000
        0.006266513996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31374J6X4
        
          
        
        137897.80000000
        PA
        USD
        138822.32000000
        0.030243588076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Floating
          1.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVS60
        
          
        
        6166614.37000000
        PA
        USD
        574812.94000000
        0.125227742759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B9EX1
        
          
        
        3877255.98000000
        PA
        USD
        547444.89000000
        0.119265387205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-25
          Floating
          5.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BFXA6
        
          
        
        769048.56000000
        PA
        USD
        769962.31000000
        0.167742643530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        3128HWPJ0
        
          
        
        1942608.70000000
        PA
        USD
        1820756.82000000
        0.396666899465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36179WG36
        
          
        
        14405041.84000000
        PA
        USD
        14998090.21000000
        3.267457727553
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38380GWN0
        
          
        
        1813074.64000000
        PA
        USD
        1832170.67000000
        0.399153500883
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Floating
          0.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128CUKA3
        
          
        
        58515.32000000
        PA
        USD
        61660.69000000
        0.013433290186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVPY2
        
          
        
        4357586.95000000
        PA
        USD
        403975.76000000
        0.088009453221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9293795009
        N/A
        
        000000000
        
          
        
        46493.29000000
        PA
        USD
        1095.11000000
        0.000238578751
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        21H022689
        
          
        
        20000000.00000000
        PA
        USD
        20799335.00000000
        4.531306781206
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-19
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F82V4
        
          
        
        142375.82000000
        PA
        USD
        142331.40000000
        0.031008070113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617AUBH2
        
          
        
        1092492.52000000
        PA
        USD
        1227278.13000000
        0.267372669025
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382UQ61
        
          
        
        2000000.00000000
        PA
        USD
        1982688.00000000
        0.431944943404
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1P91
        
          
        
        1000000.00000000
        PA
        USD
        977612.00000000
        0.212980842175
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-25
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F7XJ9
        
          
        
        142979.98000000
        PA
        USD
        142982.56000000
        0.031149930693
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXFJ2
        
          
        
        502634.03000000
        PA
        USD
        504444.87000000
        0.109897477980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FYQS8
        
          
        
        331999.57000000
        PA
        USD
        332225.60000000
        0.072378088730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        313615S56
        
          
        
        64909.01000000
        PA
        USD
        68017.97000000
        0.014818276098
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H0L30
        
          
        
        397459.00000000
        PA
        USD
        400674.15000000
        0.087290170236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          3.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QMP2
        
          
        
        282956.51000000
        PA
        USD
        283652.33000000
        0.061796000998
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PFL4
        
          
        
        31249.48000000
        PA
        USD
        32452.61000000
        0.007070068911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-20
          Fixed
          7.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PGF6
        
          
        
        109564.23000000
        PA
        USD
        112793.58000000
        0.024573012258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-17
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9807345001
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QAF7
        
          
        
        1456610.19000000
        PA
        USD
        1459544.24000000
        0.317973757919
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AFUL2
        
          
        
        192452.22000000
        PA
        USD
        195387.53000000
        0.042566785892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-01
          Floating
          2.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PFF7
        
          
        
        9506.59000000
        PA
        USD
        9552.70000000
        0.002081134530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Fixed
          6.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9844775000
        N/A
        
        000000000
        
          
        
        683621.21000000
        PA
        USD
        22279.16000000
        0.004853698870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BYR36
        
          
        
        453217.13000000
        PA
        USD
        1491.36000000
        0.000324905083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FCT20
        
          
        
        1419095.60000000
        PA
        USD
        166634.89000000
        0.036302785980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PLX1
        
          
        
        76094.74000000
        PA
        USD
        78337.59000000
        0.017066490481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-17
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        21H0306A7
        
          
        
        5000000.00000000
        PA
        USD
        5217564.75000000
        1.136689539980
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9845655001
        N/A
        
        000000000
        
          
        
        638113.22000000
        PA
        USD
        10170.28000000
        0.002215679430
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382UVS7
        
          
        
        1948027.00000000
        PA
        USD
        1948985.92000000
        0.424602667141
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31370Q6L8
        
          
        
        327995.19000000
        PA
        USD
        332744.28000000
        0.072491087449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Floating
          1.65800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FUZ56
        
          
        
        464938.32000000
        PA
        USD
        466508.56000000
        0.101632739768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1472927002
        N/A
        
        000000000
        
          
        
        3516401.42000000
        PA
        USD
        388666.33000000
        0.084674167551
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FX4V7
        
          
        
        712591.63000000
        PA
        USD
        715790.20000000
        0.155940802298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QP53
        
          
        
        5965470.74000000
        PA
        USD
        5989692.64000000
        1.304903972986
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402QZJ3
        
          
        
        266956.50000000
        PA
        USD
        276108.08000000
        0.060152423875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Floating
          2.56300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVUE0
        
          
        
        4717543.60000000
        PA
        USD
        450936.31000000
        0.098240196592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128C6R76
        
          
        
        930738.44000000
        PA
        USD
        1022656.26000000
        0.222794105954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AUNP2
        
          
        
        46337.56000000
        PA
        USD
        46323.10000000
        0.010091869627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382EBT3
        
          
        
        760994.30000000
        PA
        USD
        766885.04000000
        0.167072234865
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9672055010
        N/A
        
        000000000
        
          
        
        155616.86000000
        PA
        USD
        2461.40000000
        0.000536236303
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B3B66
        
          
        
        4017688.57000000
        PA
        USD
        765567.34000000
        0.166785163045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-25
          Floating
          5.31100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128SGAA8
        
          
        
        1338170.77000000
        PA
        USD
        1376281.14000000
        0.299834204436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Floating
          2.79600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FYLK0
        
          
        
        364824.01000000
        PA
        USD
        365261.25000000
        0.079575177717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KEQ50
        
          
        
        1033164.94000000
        PA
        USD
        1084401.55000000
        0.236245826949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31374TZL6
        
          
        
        52248.90000000
        PA
        USD
        55271.41000000
        0.012041332808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Floating
          3.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31296QC65
        
          
        
        83880.05000000
        PA
        USD
        98534.45000000
        0.021466543111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36225APY0
        
          
        
        21.68000000
        PA
        USD
        21.89000000
        0.000004768917
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2021-12-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382VCP2
        
          
        
        3935256.33000000
        PA
        USD
        3953943.09000000
        0.861399133011
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 1475317002
        N/A
        
        000000000
        
          
        
        2864395.18000000
        PA
        USD
        373010.16000000
        0.081263341711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9266635001
        N/A
        
        000000000
        
          
        
        217091.75000000
        PA
        USD
        1390.94000000
        0.000303027758
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          0.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC-GNMA
        S6XOOCT0IEG5ABCC6L87
        
        3133T42F2
        
          
        
        15012.77000000
        PA
        USD
        15879.05000000
        0.003459382088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKN95
        
          
        
        213386.37000000
        PA
        USD
        222724.90000000
        0.048522457555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382UVX6
        
          
        
        3055157.63000000
        PA
        USD
        3065423.57000000
        0.667827822861
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382RU55
        
          
        
        18475092.59000000
        PA
        USD
        813947.92000000
        0.177325271670
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Floating
          2.25100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F022683
        
          
        
        -35000000.00000000
        PA
        USD
        -36466991.75000000
        -7.94463510525
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-12
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371Y2S9
        
          
        
        220340.25000000
        PA
        USD
        223385.85000000
        0.048666450967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Floating
          1.65800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31346AJT3
        
          
        
        365457.70000000
        PA
        USD
        378487.97000000
        0.082456727826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Floating
          2.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382QT59
        
          
        
        405082.98000000
        PA
        USD
        405745.55000000
        0.088395016579
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVYJ5
        
          
        
        10879669.64000000
        PA
        USD
        1014134.26000000
        0.220937517925
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewRez Warehouse Securitization Trust
        N/A
        
        65246PAE1
        
          
        
        3300000.00000000
        PA
        USD
        3324745.05000000
        0.724323147391
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Floating
          3.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9412265007
        N/A
        
        000000000
        
          
        
        155405.64000000
        PA
        USD
        1000.10000000
        0.000217880038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9607195010
        N/A
        
        000000000
        
          
        
        650317.65000000
        PA
        USD
        26546.30000000
        0.005783330534
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDYN2
        
          
        
        940695.80000000
        PA
        USD
        947118.92000000
        0.206337673046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38382NTK3
        
          
        
        1114353.95000000
        PA
        USD
        1122510.85000000
        0.244548252460
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF 9544415006
        N/A
        
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-07-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-08-23
      EATON VANCE MUTUAL FUNDS TRUST
      James Kirchner
      James Kirchner
      Treasurer
    
  
  XXXX

Eaton Vance

Government Opportunities Fund

July 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Asset-Backed Securities — 3.4%

 

Security		Principal Amount (000’s omitted)				Value
Mello Warehouse Securitization Trust, Series 2020-2, Class F, 3.339%, (1 mo. USD LIBOR + 3.25%), 11/25/53(1)(2)		$	5,500			$	5,548,595
NewRez Warehouse Securitization Trust, Series 2021-1, Class E, 3.339%, (1 mo. USD LIBOR + 3.25%), 5/25/55(1)(2)			3,300				3,324,745
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A, 2.981%, 3/25/26(1)			451				451,922
PNMAC GMSR Issuer Trust:
Series 2018-GT1, Class A, 2.939%, (1 mo. USD LIBOR + 2.85%), 2/25/23(1)(2)			4,043				4,023,032
Series 2018-GT2, Class A, 2.739%, (1 mo. USD LIBOR + 2.65%), 8/25/25(1)(2)			434				429,899
Provident Funding Mortgage Warehouse Securitization Trust, Series 2021-1, Class F, 4.589%, (1 mo. USD LIBOR + 4.50%), 2/25/55(1)(2)			2,000				1,985,798
Total Asset-Backed Securities (identified cost $15,728,631)						$	15,763,991
Collateralized Mortgage Obligations — 52.3%
Security		Principal Amount (000’s omitted)				Value
Federal Home Loan Mortgage Corp.:
Series 30, Class I, 7.50%, 4/25/24		$	15			$	15,879
Series 1822, Class Z, 6.90%, 3/15/26			149				162,948
Series 1829, Class ZB, 6.50%, 3/15/26			27				28,357
Series 1896, Class Z, 6.00%, 9/15/26			57				61,530
Series 2075, Class PH, 6.50%, 8/15/28			37				41,095
Series 2091, Class ZC, 6.00%, 11/15/28			113				125,125
Series 2102, Class Z, 6.00%, 12/15/28			31				34,710
Series 2115, Class K, 6.00%, 1/15/29			268				293,564
Series 2142, Class Z, 6.50%, 4/15/29			72				81,303
Series 4039, Class ME, 2.00%, 12/15/40			116				116,863
Series 4107, Class SA, 2.514%, (2.57% - 1 mo. USD LIBOR x 0.57), 9/15/42(3)			760				762,834
Series 4107, Class SB, 2.514%, (2.57% - 1 mo. USD LIBOR x 0.57), 9/15/42(3)			378				379,226
Series 4107, Class SC, 2.514%, (2.57% - 1 mo. USD LIBOR x 0.57), 9/15/42(3)			906				909,384
Series 4107, Class SD, 2.514%, (2.57% - 1 mo. USD LIBOR x 0.57), 9/15/42(3)			677				679,269
Series 4204, Class AF, 1.10%, (1 mo. USD LIBOR + 1.00%), 5/15/43(2)			768				754,235
Series 4212, Class NS, 5.288%, (5.40% - 1 mo. USD LIBOR x 1.20), 6/15/43(3)			560				587,461
Series 4259, Class UE, 2.50%, 5/15/43			745				756,446
Series 4337, Class YT, 3.50%, 4/15/49			347				346,838
Series 4623, Class SK, 3.50%, (3.57% - 1 mo. USD LIBOR x 0.71), 10/15/46(3)			565				565,362
Series 4631, Class KQ, 5.80%, (6.00% - 1 mo. USD LIBOR x 2.00), 10/15/46(3)			61				61,034
Series 4637, Class SK, 4.812%, (4.98% - 1 mo. USD LIBOR x 1.66), 4/15/44(3)			46				52,473
Series 4754, Class FJ, 1.10%, (1 mo. USD LIBOR + 1.00%), 4/15/44(2)			766				749,746
Series 4938, Class KZ, 2.50%, 12/25/49			615				559,694

 

1

 

 

---

Security		Principal Amount (000’s omitted)				Value
Series 4980, Class ZP, 2.50%, 7/25/49		$	18			$	17,535
Series 4990, Class TZ, 2.50%, 7/25/50			465				466,509
Series 4999, Class C, 2.00%, 6/25/50			529				527,787
Series 5003, Class AZ, 2.50%, 8/25/50			649				649,948
Series 5003, Class PZ, 2.50%, 8/25/50			280				281,475
Series 5007, Class PZ, 3.00%, 7/25/50			609				611,820
Series 5009, Class ZN, 3.50%, 7/25/50			1,883				1,889,603
Series 5020, Class EZ, 2.00%, 10/25/50			1,480				1,460,081
Series 5020, Class ZD, 2.00%, 10/25/50			215				215,192
Series 5020, Class ZP, 3.00%, 10/25/50			713				715,790
Series 5021, Class CZ, 2.00%, 10/25/50			1,277				1,279,620
Series 5021, Class NZ, 2.00%, 10/25/50			1,466				1,450,525
Series 5028, Class AZ, 2.00%, 10/25/50			1,231				1,234,205
Series 5028, Class TZ, 2.00%, 10/25/50			1,591				1,568,229
Series 5028, Class ZT, 2.00%, 10/25/50			1,591				1,584,029
Series 5031, Class Z, 2.50%, 10/25/50			503				504,445
Series 5034, Class GZ, 2.50%, 11/25/50			361				361,297
Series 5034, Class KZ, 2.50%, 11/25/50			238				238,924
Series 5035, Class AZ, 2.00%, 11/25/50			2,123				2,103,486
Series 5035, Class ZK, 2.50%, 11/25/50			2,682				2,692,233
Series 5035, Class ZT, 2.00%, 10/25/50			1,602				1,595,990
Series 5036, Class ZA, 2.50%, 11/25/50			1,449				1,455,059
Series 5039, Class ZJ, 2.00%, 11/25/50			580				578,884
Series 5040, Class TZ, 2.50%, 11/25/50			918				925,769
Series 5042, Class PZ, 2.00%, 11/25/50			5,502				5,487,452
Series 5051, Class BZ, 3.00%, 11/25/50			143				142,983
Series 5051, Class ZB, 3.00%, 12/25/50			142				142,331
Series 5058, Class ZH, 3.00%, 5/25/50			919				920,878
Series 5058, Class ZP, 3.00%, 9/25/50			360				361,109
Series 5071, Class CS, 3.274%, (3.30% - 30-day average SOFR), 2/25/51(3)			1,869				1,843,253
Series 5072, Class ZU, 2.50%, 2/25/51			2,895				2,906,715
Series 5078, Class GZ, 3.00%, 2/25/51			334				334,091
Series 5081, Class ZL, 3.00%, 3/25/51			557				558,180
Series 5083, Class ZW, 2.50%, 3/25/51			1,826				1,834,221
Series 5084, Class ZP, 2.50%, 3/25/51			2,631				2,642,514
Series 5090, Class PZ, 2.50%, 3/25/51			1,263				1,266,856
Series 5093, Class Z, 3.00%, 1/25/51			365				365,261
Series 5094, Class PZ, 3.00%, 4/25/51			332				332,226
Series 5096, Class QZ, 3.00%, 4/25/51			452				452,088
Series 5101, Class EZ, 2.00%, 3/25/51			523				517,561
Series 5104, Class WZ, 3.00%, 4/25/51			1,102				1,102,442
Series 5114, Class ZH, 3.00%, 5/25/51			1,789				1,801,583
Series 5121, Class HZ, 3.00%, 6/25/51			397				400,674
Series 5123, Class JZ, 2.00%, 7/25/51			1,286				1,278,632
Series 5124, Class HZ, 3.00%, 7/25/51			1,962				1,969,854
Series 5129, Class HZ, 1.25%, 4/25/50			1,000				977,612
Series 5129, Class TZ, 2.50%, 8/25/51			2,000				1,998,014
Series 5131, Class QZ, 3.00%, 7/25/51			1,000				1,004,191
Series 5132, Class LZ, 2.50%, 8/25/51			1,900				1,894,902
Series 5135, Class MZ, 2.50%, 8/25/51			3,000				2,978,865
Series 5136, Class ZJ, 2.50%, 8/25/51			3,500				3,483,445

 

2

 

 

---

Security		Principal Amount (000’s omitted)				Value
Series 5141, Class ZJ, 2.50%, 6/1/51(10)		$	3,000			$	2,986,401
Series 5144, Class Z, 2.50%, 6/1/51(10)			5,500				5,484,715
Interest Only:(4)
Series 362, Class C12, 4.00%, 12/15/47			3,327				478,912
Series 4676, Class DI, 4.00%, 7/15/44			666				8,522
Series 4693, Class EI, 3.50%, 8/15/42			453				1,491
Series 4700, Class WI, 3.50%, 1/15/44			119				221
Series 4749, Class IL, 4.00%, 12/15/47			1,419				166,635
Series 4756, Class KI, 4.00%, 1/15/48			1,588				183,654
Series 4767, Class IM, 4.00%, 5/15/45			644				10,537
Series 4768, Class IO, 4.00%, 3/15/48			1,135				132,535
Series 4772, Class PI, 4.00%, 1/15/48			1,683				194,666
Series 4791, Class JI, 4.00%, 5/15/48			2,317				241,631
Series 4966, Class SY, 5.961%, (6.05% - 1 mo. USD LIBOR), 4/25/50(3)			3,688				523,693
Series 5008, Class IE, 2.00%, 9/25/50			10,880				1,014,134
Series 5010, Class I, 2.00%, 9/25/50			4,358				403,976
Series 5010, Class IN, 2.00%, 9/25/50			4,718				450,936
Series 5010, Class NI, 2.00%, 9/25/50			3,632				358,231
Series 5016, Class UI, 2.00%, 9/25/50			3,524				328,464
Series 5017, Class DI, 2.00%, 9/25/50			6,167				574,813
Series 5022, Class AI, 2.00%, 10/25/50			4,572				446,321
Series 5024, Class CI, 2.00%, 10/25/50			10,334				1,035,006
Series 5025, Class GI, 2.00%, 10/25/50			1,455				142,139
Series 5028, Class TI, 2.00%, 10/25/50			1,818				177,139
Series 5038, Class DI, 2.00%, 11/25/50			9,451				943,972
Series 5051, Class S, 3.55%, (3.60% - 30-day average SOFR), 12/25/50(3)			5,476				557,433
Principal Only:(5)
Series 246, Class PO, 0.00%, 5/15/37			1,943				1,820,757
Series 3435, Class PO, 0.00%, 4/15/38			1,824				1,678,322
Series 4239, Class OU, 0.00%, 7/15/43			435				371,164
						$	92,248,164
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes:
Series 2020-DNA4, Class M2, 3.839%, (1 mo. USD LIBOR + 3.75%), 8/25/50(1)(2)		$	3,193			$	3,232,240
Series 2020-HQA4, Class M2, 3.239%, (1 mo. USD LIBOR + 3.15%), 9/25/50(1)(2)			9,177				9,250,471
						$	12,482,711
Federal National Mortgage Association:
Series G92-44, Class ZQ, 8.00%, 7/25/22		$	0	(6)		$	13
Series 1993-16, Class Z, 7.50%, 2/25/23			13				14,010
Series 1993-39, Class Z, 7.50%, 4/25/23			43				45,136
Series 1993-45, Class Z, 7.00%, 4/25/23			43				44,399
Series 1993-149, Class M, 7.00%, 8/25/23			23				24,222
Series 1993-178, Class PK, 6.50%, 9/25/23			48				50,013
Series 1994-40, Class Z, 6.50%, 3/25/24			62				65,385
Series 1994-42, Class K, 6.50%, 4/25/24			262				278,560
Series 1994-82, Class Z, 8.00%, 5/25/24			74				79,478
Series 2000-49, Class A, 8.00%, 3/18/27			115				126,935
Series 2001-81, Class HE, 6.50%, 1/25/32			287				333,301
Series 2002-1, Class G, 7.00%, 7/25/23			26				26,664
Series 2012-133, Class WS, 3.708%, (3.79% - 1 mo. USD LIBOR x 0.83), 12/25/42(3)			481				510,276
Series 2012-134, Class ZT, 2.00%, 12/25/42			1,889				1,842,612

 

3

 

 

---

Security		Principal Amount (000’s omitted)				Value
Series 2013-6, Class TY, 1.50%, 2/25/43		$	795			$	771,583
Series 2013-52, Class MD, 1.25%, 6/25/43			1,171				1,157,235
Series 2013-58, Class SC, 5.866%, (6.00% - 1 mo. USD LIBOR x 1.50), 6/25/43(3)			470				491,268
Series 2016-89, Class ZH, 3.00%, 12/25/46			46				46,323
Series 2018-18, Class QD, 4.50%, 5/25/45			615				621,419
Series 2019-44, Class MZ, 3.00%, 3/25/49			438				439,778
Series 2020-45, Class MA, 3.129%, (3.20% - 1 mo. USD LIBOR x 0.80), 6/25/43(3)			338				348,584
Series 2020-63, Class ZN, 3.00%, 9/25/50			918				919,791
Series 2020-64, Class PZ, 3.00%, 9/25/50			83				82,777
Series 2020-89, Class PZ, 2.50%, 12/25/50			446				448,343
Series 2021-3, Class ZH, 2.50%, 2/25/51			941				947,119
Series 2021-5, Class CZ, 3.00%, 2/25/51			339				340,327
Series 2021-9, Class GZ, 3.00%, 3/25/51			462				462,164
Series 2021-14, Class GZ, 2.50%, 3/25/51			1,315				1,318,540
Series 2021-15, Class HZ, 3.00%, 4/25/51			769				769,962
Series 2021-40, Class DZ, 3.00%, 6/25/51			549				548,617
Series 2021-40, Class ZB, 3.00%, 6/25/51			916				922,837
Series 2021-42, Class ZD, 3.00%, 11/25/50			965				986,767
Series 2021-43, Class LZ, 3.00%, 7/25/51			1,572				1,576,482
Series 2021-45, Class ZD, 3.00%, 7/25/51			975				978,684
Series 2021-52, Class JZ, 2.50%, 8/25/51			2,500				2,493,270
Series 2021-54, Class HZ, 2.50%, 6/25/51			1,500				1,494,569
Series 2021-54, Class ZJ, 2.50%, 8/25/51			4,500				4,465,197
Series 2021-56, Class HZ, 2.50%, 4/1/51(10)			4,000				3,990,988
Interest Only:(4)
Series 2017-66, Class TI, 0.05%, (6.05% - 1 mo. USD LIBOR, 0.05% cap), 10/25/42(3)			21,000				64,690
Series 2018-21, Class IO, 3.00%, 4/25/48			4,171				367,482
Series 2019-1, Class SA, 5.311%, (5.40% - 1 mo. USD LIBOR), 2/25/49(3)			4,018				765,567
Series 2020-23, Class SP, 5.961%, (6.05% - 1 mo. USD LIBOR), 2/25/50(3)			3,877				547,445
Series 2020-45, Class HI, 2.50%, 7/25/50			4,882				451,508
Series 2020-45, Class IJ, 2.50%, 7/25/50			8,367				714,441
Series 2020-72, Class DI, 2.00%, 10/25/50			4,579				455,332
Series 2020-72, Class IA, 2.00%, 10/25/50			3,438				326,511
Series 2020-73, Class NI, 2.00%, 10/25/50			5,483				543,373
Series 2021-4, Class AI, 2.00%, 12/25/49			11,558				859,042
Series 2021-10, Class EI, 2.00%, 3/25/51			4,421				379,611
Principal Only:(5)
Series 379, Class 1, 0.00%, 5/25/37			1,266				1,164,867
Series 2014-9, Class DO, 0.00%, 2/25/43			583				507,171
Series 2014-17, Class PO, 0.00%, 4/25/44			1,749				1,511,865
						$	38,722,533
Government National Mortgage Association:
Series 2011-156, Class GA, 2.00%, 12/16/41		$	84			$	78,474
Series 2016-101, Class ZU, 3.00%, 7/20/46			114				113,861
Series 2016-168, Class JS, 4.352%, (4.46% - 1 mo. USD LIBOR x 1.12), 11/20/46(3)			746				757,109
Series 2017-137, Class AF, 0.584%, (1 mo. USD LIBOR + 0.50%), 9/20/47(2)			1,813				1,832,171
Series 2020-47, Class ZD, 3.00%, 4/20/50			761				766,885
Series 2020-61, Class ZA, 3.00%, 5/20/50			827				830,340
Series 2020-84, Class BZ, 2.50%, 6/20/50			2,690				2,723,714
Series 2020-134, Class QY, 2.00%, 9/20/50			538				539,618
Series 2020-134, Class ZD, 2.00%, 9/20/50			1,605				1,591,019

 

4

 

 

---

Security		Principal Amount (000’s omitted)				Value
Series 2020-166, Class PZ, 3.00%, 11/20/50		$	135			$	134,989
Series 2021-1, Class ZD, 3.00%, 1/20/51			411				414,123
Series 2021-24, Class EZ, 2.50%, 1/20/51			1,759				1,768,661
Series 2021-24, Class KZ, 2.50%, 2/20/51			792				789,330
Series 2021-25, Class JZ, 2.50%, 2/20/51			1,114				1,122,511
Series 2021-26, Class ZA, 2.50%, 2/20/51			3,397				3,406,573
Series 2021-26, Class ZB, 2.50%, 2/20/51			139				138,712
Series 2021-49, Class VZ, 2.50%, 3/20/51			569				569,389
Series 2021-57, Class JZ, 3.00%, 3/20/51			1,457				1,459,544
Series 2021-58, Class EZ, 3.00%, 7/20/50			3,118				3,128,353
Series 2021-67, Class CZ, 3.00%, 4/20/51			441				441,804
Series 2021-76, Class ZA, 3.00%, 8/20/50			516				516,500
Series 2021-77, Class CZ, 3.00%, 7/20/50			5,965				5,989,693
Series 2021-77, Class LZ, 3.00%, 8/20/50			6,739				6,766,065
Series 2021-77, Class Z, 3.00%, 7/20/50			1,716				1,723,201
Series 2021-77, Class ZG, 3.00%, 7/20/50			1,403				1,409,546
Series 2021-77, Class ZH, 3.00%, 7/20/50			405				405,746
Series 2021-83, Class HZ, 3.00%, 5/20/51			270				271,430
Series 2021-83, Class QZ, 3.00%, 5/20/51			347				346,728
Series 2021-86, Class GZ, 3.00%, 5/20/51			283				283,652
Series 2021-93, Class Z, 3.00%, 9/20/50			1,300				1,305,083
Series 2021-93, Class ZA, 3.00%, 9/20/50			1,004				1,007,962
Series 2021-96, Class GZ, 3.00%, 6/20/51			1,948				1,948,986
Series 2021-96, Class MZ, 3.00%, 6/20/51			3,055				3,065,424
Series 2021-97, Class AZ, 2.50%, 5/20/51			752				751,037
Series 2021-97, Class CZ, 3.00%, 8/20/50			5,224				5,254,046
Series 2021-97, Class MZ, 3.00%, 8/20/50			1,667				1,676,677
Series 2021-97, Class VZ, 3.00%, 7/20/50			1,480				1,481,730
Series 2021-97, Class ZC, 3.00%, 8/20/50			4,228				4,247,895
Series 2021-97, Class ZP, 3.00%, 6/20/51			3,935				3,953,943
Series 2021-103, Class ZE, 2.50%, 6/20/51			1,510				1,514,076
Series 2021-105, Class MZ, 3.00%, 6/20/51			3,402				3,414,276
Series 2021-111, Class ZQ, 3.00%, 6/20/51			755				757,231
Series 2021-114, Class JZ, 3.00%, 6/20/51			990				992,980
Series 2021-118, Class EZ, 2.50%, 7/20/51			1,500				1,486,852
Series 2021-118, Class JZ, 2.50%, 7/20/51			4,000				3,980,248
Series 2021-119, Class HZ, 2.50%, 7/20/51			2,000				1,982,688
Series 2021-121, Class ZE, 2.50%, 7/20/51			864				859,473
Series 2021-122, Class ZL, 2.50%, 7/20/51			2,200				2,194,817
Series 2021-131, Class ZN, 3.00%, 7/20/51			500				501,562
Series 2021-138, Class Z, 2.50%, 7/1/51(10)			1,500				1,496,778
Interest Only:(4)
Series 2013-66, Class IE, 0.05%, (6.75% - 1 mo. USD LIBOR, 0.05% cap), 7/20/42(3)			9,559				29,472
Series 2014-94, Class IC, 0.10%, (6.40% - 1 mo. USD LIBOR, 0.10% cap), 9/20/35(3)			14,953				67,667
Series 2014-100, Class VI, 0.15%, (6.60% - 1 mo. USD LIBOR, 0.15% cap), 5/20/40(3)			6,019				38,233
Series 2014-139, Class BI, 0.25%, (6.65% - 1 mo. USD LIBOR, 0.25% cap), 11/20/37(3)			6,669				56,015
Series 2018-127, Class SG, 6.166%, (6.25% - 1 mo. USD LIBOR), 9/20/48(3)			5,802				820,921
Series 2019-27, Class SA, 5.966%, (6.05% - 1 mo. USD LIBOR), 2/20/49(3)			4,887				764,502
Series 2019-38, Class SQ, 5.966%, (6.05% - 1 mo. USD LIBOR), 3/20/49(3)			4,565				696,241

 

5

 

 

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Security		Principal Amount (000’s omitted)				Value
Series 2019-43, Class BS, 5.966%, (6.05% - 1 mo. USD LIBOR), 4/20/49(3)		$	7,717			$	1,208,782
Series 2020-32, Class KI, 3.50%, 3/20/50			6,958				763,092
Series 2020-65, Class MI, 2.50%, 12/20/49			4,188				311,374
Series 2020-97, Class MI, 2.50%, 3/20/50			2,787				248,274
Series 2020-146, Class IQ, 2.00%, 10/20/50			14,326				1,342,855
Series 2020-146, Class QI, 2.00%, 10/20/50			7,227				679,025
Series 2020-165, Class UI, 2.00%, 11/20/50			10,836				890,632
Series 2020-167, Class KI, 2.00%, 11/20/50			9,629				875,615
Series 2020-167, Class YI, 2.00%, 11/20/50			7,668				627,881
Series 2020-181, Class TI, 2.00%, 12/20/50			19,302				1,648,910
Series 2021-56, Class SD, 2.04%, (2.30% - 30-day average SOFR), 9/20/50(3)			8,013				312,383
Series 2021-67, Class SA, 2.251%, (2.30% - 30-day average SOFR), 10/20/50(3)			18,475				813,948
Series 2021-125, Class SA, 3.661%, (3.75% - 1 mo. USD LIBOR), 7/20/51(3)			5,000				437,580
						$	96,826,907
Total Collateralized Mortgage Obligations (identified cost $251,782,729)						$	240,280,315
U.S. Government Agency Mortgage-Backed Securities — 61.7%
Security		Principal Amount (000’s omitted)				Value
Federal Home Loan Mortgage Corp.:
2.353%, (1 yr. CMT + 2.24%), with maturity at 2036(7)		$	695			$	728,127
2.401%, (1 yr. CMT + 2.25%), with maturity at 2038(7)			673				708,457
2.796%, (COF + 1.25%), with maturity at 2035(7)			1,338				1,376,281
2.841%, (COF + 1.25%), with maturity at 2034(7)			365				378,488
3.00%, with various maturities to 2050			2,982				3,147,830
3.50%, with maturity at 2050			2,058				2,202,756
4.50%, with maturity at 2035			931				1,022,656
5.50%, with maturity at 2032			75				83,080
6.00%, with maturity at 2033			84				98,534
6.50%, with various maturities to 2028			397				411,479
6.87%, with maturity at 2024			10				9,553
7.00%, with various maturities to 2025			238				246,130
7.09%, with maturity at 2023			31				32,453
7.31%, with maturity at 2027			6				5,948
7.50%, with various maturities to 2024			50				51,606
8.00%, with various maturities to 2026			28				29,814
8.50%, with various maturities to 2025			6				6,169
9.00%, with various maturities to 2027			6				6,499
9.50%, with various maturities to 2025			0	(6)			502
						$	10,546,362
Federal National Mortgage Association:
1.556%, (COF + 1.25%), with various maturities to 2044(7)		$	497			$	503,518
1.593%, (COF + 1.25%), with maturity at 2025(7)			138				138,822
1.604%, (COF + 1.25%), with maturity at 2035(7)			262				265,495

 

6

 

 

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Security		Principal Amount (000’s omitted)				Value
1.627%, (COF + 1.25%), with various maturities to 2033(7)		$	548			$	556,130
2.00%, 30-Year, TBA(8)			10,000				10,157,207
2.204%, (1 yr. CMT + 2.11%), with maturity at 2040(7)			306				320,479
2.50%, 30-Year, TBA(8)			26,550				27,603,067
2.50%, with various maturities to 2051			6,583				6,871,258
2.54%, (COF + 1.25%), with maturity at 2036(7)			267				276,108
2.865%, (COF + 2.39%), with maturity at 2027(7)			192				195,388
2.962%, (COF + 1.25%), with maturity at 2036(7)			184				191,886
3.00%, with various maturities to 2050			11,366				11,931,104
3.283%, (COF + 1.25%), with maturity at 2034(7)			587				614,135
3.358%, (COF + 1.25%), with maturity at 2035(7)			533				550,064
3.50%, with various maturities to 2050			3,328				3,549,442
3.535%, (COF + 1.80%), with maturity at 2036(7)			3,463				3,660,817
3.663%, (COF + 1.25%), with maturity at 2034(7)			403				413,666
3.708%, (COF + 1.73%), with maturity at 2035(7)			748				793,468
3.929%, (COF + 1.25%), with maturity at 2036(7)			52				55,271
4.277%, (COF + 1.87%), with maturity at 2034(7)			954				992,939
4.50%, with various maturities to 2049			4,238				4,566,240
5.00%, with maturity at 2027			41				44,555
5.50%, with maturity at 2030			84				91,700
6.00%, with various maturities to 2032			280				312,938
6.426%, with maturity at 2025(9)			31				32,613
7.00%, with various maturities to 2024			147				153,203
7.50%, with maturity at 2026			14				14,829
8.019%, with maturity at 2030(9)			2				2,146
8.25%, with maturity at 2025			10				10,797
8.50%, with maturity at 2037			137				156,543
9.00%, with various maturities to 2025			20				22,241
9.50%, with various maturities to 2030			9				9,835
						$	75,057,904
Government National Mortgage Association:
2.125%, (1 yr. CMT + 1.50%), with various maturities to 2027(7)		$	130			$	133,586
2.50%, 30-Year, TBA(8)			30,000				31,178,690
2.50%, with various maturities to 2051			108,934				113,412,592
3.00%, 30-Year, TBA(8)			5,000				5,217,565
3.00%, with maturity at 2051(10)			10,000				10,538,891
3.00%, with maturity at 2051			29,885				31,443,641
3.50%, with maturity at 2050			1,234				1,321,546
4.00%, with various maturities to 2049			2,831				3,010,002
4.50%, with various maturities to 2049			1,649				1,805,221
7.50%, with maturity at 2025			54				56,968
9.50%, with various maturities to 2025			3				3,855
						$	198,122,557
Total U.S. Government Agency Mortgage-Backed Securities (identified cost $282,282,270)						$	283,726,823

 

7

 

 

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U.S. Government Guaranteed Small Business Administration Pools & Loans — 1.0%(11)(12)
Security		Principal Amount (000’s omitted)				Value
0.16%, 7/15/37 to 5/15/42		$	561			$	3,349
0.23%, 4/15/37 to 12/15/37			1,464				10,986
0.41%, 6/15/42 to 7/15/42			222				3,722
0.48%, 3/15/37 to 12/15/37			2,778				43,578
0.66%, 7/15/42			53				1,447
0.73%, 3/15/37 to 10/15/42			2,142				53,083
0.91%, 5/15/42			640				24,044
0.98%, 9/15/37 to 11/15/37			3,099				100,907
1.23%, 8/15/37 to 12/15/37			2,004				81,901
1.86%, 9/15/42 to 1/15/43			9,877				758,102
1.89%, 11/15/42			1,457				112,864
2.11%, 10/15/42 to 12/15/42			3,793				328,901
2.36%, 9/15/42 to 1/15/43			10,207				1,006,910
2.61%, 1/15/43			3,516				388,666
2.86%, 11/15/42 to 2/15/43			8,539				1,023,076
3.11%, 12/15/42			2,864				373,010
Total U.S. Government Guaranteed Small Business Administration Pools & Loans (identified cost $5,675,925)						$	4,314,546
Short-Term Investments — 2.9%
Description		Units				Value
Eaton Vance Cash Reserves Fund, LLC, 0.08%(13)			13,354,805			$	13,354,805
Total Short-Term Investments (identified cost $13,354,805)						$	13,354,805
Total Investments — 121.3% (identified cost $568,824,360)						$	557,440,480

 

8

 

 

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TBA Sale Commitments — (4.5)%
U.S. Government Agency Mortgage-Backed Securities — (4.5)%
Security		Principal Amount (000’s omitted)				Value
Federal National Mortgage Association, 2.50%, 30-Year, TBA(8)		$	(20,000	)		$	(20,838,281	)
Total U.S. Government Agency Mortgage-Backed Securities (identified cost $20,743,750)						$	(20,838,281	)
Total TBA Sale Commitments (identified cost $20,743,750)						$	(20,838,281	)
Other Assets, Less Liabilities — (16.8)%						$	(76,907,109	)
Net Assets — 100.0%						$	459,695,090

The percentage shown for each investment category in the Portfolio of Investments is based on net assets.

 

(1)

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2021, the aggregate value of these securities is $28,246,702 or 6.1% of the Fund’s net assets.

 

(2)	Variable rate security. The stated interest rate represents the rate in effect at July 31, 2021.

 

(3)	Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at July 31, 2021.

 

(4)	Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated.

 

(5)	Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

 

(6)	Principal amount is less than $500.

 

(7)

Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at July 31, 2021.

 

(8)	TBA (To Be Announced) securities are purchased or sold on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount and maturity date are determined upon settlement.

 

(9)	Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at July 31, 2021.

 

(10)	When-issued security.

 

(11)	Interest only security that entitles the holder to receive only a portion of the interest payments on the underlying loans. Principal amount shown is the notional amount of the underlying loans on which coupon interest is calculated.

 

(12)	Securities comprise a trust that is wholly-owned by the Fund and may only be sold on a pro rata basis with all securities in the trust.

 

(13)	Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of July 31, 2021.

 

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Futures Contracts

 

Description		Number of Contracts				Position		Expiration Date				Notional Amount				Value/ Unrealized Depreciation
Interest Rate Futures
U.S. 10-Year Treasury Note			(30	)		Short			9/21/21			$	(4,033,594	)		$	(72,675	)
U.S. Long Treasury Bond			(96	)		Short			9/21/21				(15,813,000	)			(754,884	)
																$	(827,559	)

Abbreviations:

 

CMT		-		Constant Maturity Treasury
COF		-		Cost of Funds 11th District
LIBOR		-		London Interbank Offered Rate
SOFR		-		Secured Overnight Financing Rate
TBA		-		To Be Announced

Currency Abbreviations:

 

USD		-		United States Dollar

At July 31, 2021, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Fund is subject to interest rate risk in the normal course of pursuing its investment objective. Because the Fund holds fixed-rate bonds, the value of these bonds may decrease if interest rates rise. The Fund utilizes futures contracts to enhance total return, to change the overall duration of the Fund and to hedge against fluctuations in securities prices due to changes in interest rates.

At July 31, 2021, the value of the Fund’s investment in affiliated funds was $13,354,805 which represents 2.9% of the Fund’s net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended July 31, 2021 were as follows:

 

Name of affiliated fund		Value, beginning of period				Purchases				Sales proceeds				Net realized gain (loss)				Change in unrealized appreciation (depreciation)				Value, end of period				Dividend income				Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC		$	30,202,236			$	368,908,969			$	(385,754,482	)		$	(1,918	)		$	—			$	13,354,805			$	35,428				13,354,805

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

 

•

Level 1 — quoted prices in active markets for identical investments

 

•

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

 

•

Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

 

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At July 31, 2021, the hierarchy of inputs used in valuing the Fund’s investments and open derivative instruments, which are carried at value, were as follows:

 

Asset Description		Level 1				Level 2				Level 3				Total
Asset-Backed Securities		$	—			$	15,763,991			$	—			$	15,763,991
Collateralized Mortgage Obligations			—				240,280,315				—				240,280,315
U.S. Government Agency Mortgage-Backed Securities			—				283,726,823				—				283,726,823
U.S. Government Guaranteed Small Business Administration Pools & Loans			—				4,314,546				—				4,314,546
Short-Term Investments			—				13,354,805				—				13,354,805
Total Investments		$	—			$	557,440,480			$	—			$	557,440,480
Liability Description
TBA Sale Commitments		$	—			$	(20,838,281	)		$	—			$	(20,838,281	)
Futures Contracts			(827,559	)			—				—				(827,559	)
Total		$	(827,559	)		$	(20,838,281	)		$	—			$	(21,665,840	)

For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.

 

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